Someone posted an excellent answer to this a few weeks ago, you should search for it. My shorter less excellent answer would be "it depends what you mean by direct".
If you mean, "can I type Foo f = new Foo()" where Foo is defined in a Progress .R file, the answer is No.
If you mean, "can I access Progress from Java in real time", the answer is Yes. You could use Java proxies, Web Services, sockets, ODBC, and probably at least 3-4 other ways. We use Java proxies all the time and I basically think they are awesome. We hate ODBC and haven't done much with WS yet.
